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Synopsis
Simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling.
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About the Author
Vivek S. Borkar is dean of the School of Technology and Computer Science at the Tata Institute of Fundamental Research. A distinguished researcher in stochastic and adaptive control, he distils his deep knowledge and broad experience in this motivating book.
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STOCHASTIC APPROXIMATION: A DYNAMICAL SYSTEMS VIEWPOINT
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Stochastic Approximation
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Cambridge University Press, 2008
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Stochastic Approximation: A Dynamical Systems Viewpoint
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Cambridge University Press, 2008
ISBN 10: 0521515920
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STOCHASTIC APPROXIMATION: A DYNAMICAL SYSTEMS VIEWPOINT
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Cambridge University Press, 2008
ISBN 10: 0521515920
ISBN 13: 9780521515924
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Stochastic Approximation: A Dynamical Systems Viewpoint
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ISBN 10: 0521515920
ISBN 13: 9780521515924
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Stochastic Approximation: A Dynamical Systems Viewpoint
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ISBN 10: 0521515920
ISBN 13: 9780521515924
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Stochastic Approximation (Hardcover)
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Hardcover. Condition: new. Hardcover. This simple, compact toolkit for designing and analyzing stochastic approximation algorithms requires only basic literacy in probability and differential equations. Yet these algorithms have powerful applications in control and communications engineering, artificial intelligence and economic modelling. The dynamical systems viewpoint treats an algorithm as a noisy discretization of a limiting differential equation and argues that, under reasonable hypotheses, it tracks the asymptotic behaviour of the differential equation with probability one. The differential equation, which can usually be obtained by inspection, is easier to analyze. Novel topics include finite-time behaviour, multiple timescales and asynchronous implementation. There is a useful taxonomy of applications, with concrete examples from engineering and economics. Notably it covers variants of stochastic gradient-based optimization schemes, fixed-point solvers, which are commonplace in learning algorithms for approximate dynamic programming, and some models of collective behaviour. Three appendices give background on differential equations and probability. Simple, compact toolkit for designing and analyzing algorithms, with concrete examples from control and communications engineering, artificial intelligence, economic modelling. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780521515924
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Stochastic Approximation: A Dynamical Systems Viewpoint
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Hardcover. Condition: Brand New. 1st edition. 164 pages. 9.25x6.00x0.50 inches. In Stock. This item is printed on demand. Seller Inventory # __0521515920
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Stochastic Approximation: A Dynamical Systems Viewpoint
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ISBN 10: 0521515920
ISBN 13: 9780521515924
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Stochastic Approximation: A Dynamical Systems Viewpoint
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Hardcover. Condition: Brand New. 1st edition. 164 pages. 9.25x6.00x0.50 inches. In Stock. Seller Inventory # x-0521515920
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